A discrete-time model of American put option in an uncertain environment.
DOI10.1016/S0377-2217(02)00591-XzbMATH Open1112.91328OpenAlexW2055324899MaRDI QIDQ1406962FDOQ1406962
Authors: Yuji Yoshida 
Publication date: 7 September 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00591-x
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- Continuous-time fuzzy decision processes with discounted rewards.
- Pricing and hedging in a single period market with random interval valued assets
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
- Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification
- Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations
- Construction of the bino-trinomial method using the fuzzy set approach for option pricing
- A discrete-time American put option model with fuzziness of stock prices
- Stackelberg game model of railway freight pricing based on option theory
- Aggregated Mean Ratios of an Interval Induced from Aggregation Operations
- American option pricing with imprecise risk-neutral probabilities
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility
- Title not available (Why is that?)
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function
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